Testing the efficiency of the futures market for crude oil in the presence of a structural break
Year of publication: |
2014
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Authors: | Stevens, Jason ; Lamirande, P. de |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 31/33, p. 4053-4059
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Subject: | futures market | crude oil | efficiency | parameter instability | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | Strukturbruch | Structural break | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Welt | World | Warenbörse | Commodity exchange |
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